fix some maturities, still not matching :(

1 files changed, 5 insertions, 0 deletions

diff --git a/date.pyx b/date.pyx
index 2852f1b..8df0df8 100644
--- a/date.pyx
+++ b/date.pyx
@@ -4,3 +4,8 @@ from date cimport JpmcdsDate
 cdef TDate pydate_to_TDate(d):
     assert isinstance(d, datetime.date)
     return JpmcdsDate(d.year, d.month, d.day)
+
+cpdef object TDate_to_pydate(TDate d):
+    cdef TMonthDayYear date
+    if JpmcdsDateToMDY(d, &date) == 0:
+        return datetime.date(date.year, date.month, date.day)